POLICE insist nothing happened to indicate a crime but added the victim was not a bodyguard for Fredrik Reinfeldt or government employee.

Prime Minister Fredrik Reinfeldt wasn't at the residence at the time of the shooting

A SECURITY guard at the Swedish prime minister's residence was killed today in what appeared to be a self-inflicted shooting, police and media said.

The prime minister was not in the building.

Police would not immediately reveal how the man was killed, saying they wanted to inform his next of kin first.

Tabloid Expressen said the victim died after shooting himself.

A spokesman for Prime Minister Fredrik Reinfeldt, confirmed that the prime minister was not in the building when the shooting happened.

Tabloid Aftonbladet said Mr Reinfeldt was visiting the paper's office in Stockholm.

"I can say nothing happened to the prime minister. He was not harmed," said a Stockholm police spokesman.

"And it wasn't one of his bodyguards but some security guard. We do not suspect any crime."

The incident occurred in the early afternoon at the Sagerska Palace, the waterfront home and office of the prime minister. The building is protected by security guards working for a private company. The prime minister also has bodyguards from the Swedish Security Service.

"This doesn't involve an employee at the Swedish Security Service," said a spokeswoman for the agency. "At present there is no indication that the incident has any link to the Parliament or government."